+75.7%
VEA vs DD
+42.2%
+33.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.1% |
| 7D | +0.3% | -3.8% | +4.1% | +1.5% |
| 30D | +0.4% | -9.2% | +9.7% | +3.3% |
| 3M | +4.8% | -9.0% | +13.8% | +7.6% |
| 6M | +11.3% | -5.0% | +16.2% | +12.6% |
| YTD | +17.4% | +7.4% | +10.0% | +14.7% |
| 1Y | +26.2% | +35.1% | -8.9% | +15.3% |
| All | +75.7% | +42.2% | +33.6% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling